+210.1%
MTSI vs APD
+12.1%
+198.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.1% |
| 7D | +3.5% | -1.6% | +5.1% | +4.5% |
| 30D | -30.3% | +10.6% | -40.9% | -33.4% |
| 3M | -26.0% | +2.5% | -28.5% | -27.1% |
| 6M | -36.1% | +6.0% | -42.0% | -38.3% |
| YTD | +34.3% | +28.4% | +5.8% | +16.4% |
| 1Y | +35.3% | +22.2% | +13.1% | +19.6% |
| 3Y | +217.6% | +26.6% | +191.1% | +169.5% |
| 5Y | +210.1% | +11.8% | +198.3% | +132.4% |
| All | +210.1% | +12.1% | +198.0% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling